Observer Design for Discrete and Continuous Non-Linear stochastic Systems
Taylor & Francis
International Journal of Systems Science
Original Item ID
An observer design methodology that is applicable to a general class of non-linear stochastic system and measurement models is given. It is proved that, under the conditions given, discrete- and continuous-time state estimation is possible with guaranteed exponential rate of convergence. The superior performance of the observer is illustrated with two examples.
Yaz, Edwin E. and Azemi, Asad, "Observer Design for Discrete and Continuous Non-Linear stochastic Systems" (1993). Electrical and Computer Engineering Faculty Research and Publications. 732.
International Journal of Systems Science, Vol. 24, No. 12 (1993): 2289-2302. DOI.